Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-25 0.209069 0.224329 0.240614 0.259367 0.280462 0.303576 0.330975
2026-02-01 0.183493 0.202559 0.223839 0.249568 0.280139 0.315693 0.360767
2026-02-08 0.168295 0.189780 0.214588 0.245755 0.284460 0.331785 0.395416
2026-02-15 0.161234 0.185306 0.213969 0.251278 0.299603 0.361676 0.450311
2026-02-22 0.152415 0.177734 0.208606 0.249931 0.305314 0.379430 0.490911
2026-03-01 0.144504 0.170557 0.202962 0.247387 0.308715 0.393847 0.528184
2026-03-08 0.136789 0.163042 0.196231 0.242639 0.308329 0.402439 0.557402
2026-03-15 0.130496 0.156927 0.190840 0.239134 0.309113 0.412434 0.589819
2026-03-22 0.127575 0.154983 0.190755 0.242793 0.320326 0.439061 0.653833
2026-03-29 0.126604 0.155501 0.193923 0.251144 0.339107 0.479605 0.750091
2026-04-05 0.122202 0.151143 0.190080 0.248955 0.341336 0.493118 0.798243
2026-04-12 0.119427 0.148849 0.188958 0.250646 0.349723 0.517921 0.873972
2026-04-19 0.113837 0.142566 0.182055 0.243451 0.343547 0.517148 0.897609
2026-04-26 0.108455 0.136372 0.175011 0.235634 0.335736 0.512569 0.912093
2026-05-03 0.104858 0.132546 0.171216 0.232625 0.335765 0.522560 0.962789
2026-05-10 0.103868 0.132347 0.172679 0.237926 0.350465 0.562535 1.098377
2026-05-17 0.101194 0.129620 0.170247 0.236791 0.353650 0.579988 1.181184
2026-05-24 0.098389 0.126595 0.167226 0.234495 0.354500 0.592665 1.254892
2026-05-31 0.095225 0.122940 0.163103 0.230141 0.351185 0.596006 1.302041
2026-06-07 0.092523 0.119877 0.159764 0.226917 0.349733 0.603257 1.364395
2026-06-14 0.091584 0.119373 0.160327 0.230297 0.361129 0.641046 1.545243
2026-06-21 0.091688 0.120412 0.163312 0.237993 0.381698 0.704142 1.858431
2026-06-28 0.089581 0.118053 0.160840 0.235978 0.382535 0.719021 1.987967